+19.7%
QCOM vs STLA
-74.2%
+93.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +2.5% |
| 7D | +13.0% | -13.1% | +26.1% | +18.5% |
| 30D | +0.2% | -13.3% | +13.4% | +4.8% |
| 3M | +9.2% | -27.9% | +37.1% | +21.3% |
| 6M | -15.0% | -47.8% | +32.8% | +6.1% |
| YTD | +5.2% | -64.6% | +69.7% | +48.9% |
| 1Y | +2.4% | -64.0% | +66.3% | +43.5% |
| 3Y | +52.0% | -76.8% | +128.8% | +140.9% |
| 5Y | +19.7% | -74.2% | +93.9% | +66.6% |
| All | +19.7% | -74.2% | +93.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling